Index Factsheet

MSCI Emerging Markets Extended ESG Focus Index(CAD)The MSCI Emerging Markets Extended ESG Focus Index is based on MSCI Emerging Markets Index, its parent index, which includes
securities across Emerging Markets (EM) countries*. The Index is designed to maximize exposure to positive environmental, social andgovernance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI Emerging Markets Index. The index
is constructed by selecting constituents from MSCI Emerging Markets Index through an optimization process that aims to maximize
exposure to ESG factors for a target tracking error budget set to 100bps under certain constraints. The index is sector-diversiﬁed andtargets companies with high ESG ratings in each sector. Tobacco, Controversial Weapons, Producers of or ties with Civilian Firearms,
Thermal Coal and Oil Sands are not eligible for inclusion.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (CAD)(NOV 2014 – SEP 2024)

ANNUAL PERFORMANCE (%)
MSCI Emerging
Markets ExtendedESG Focus

Year

MSCI Emerging Markets Extended ESG Focus
MSCI Emerging Markets
200
185.56177.18150202320222021
20202019201820172016
2015

MSCI EmergingMarkets

7.03-16.49
-3.08
17.78
13.43
-6.96
29.47
9.05
4.57

6.88
-14.28
-3.37
16.23
12.43
-6.87
28.26
7.34
2.04

100

50
Nov 14

Sep 15

Jul 16

May 17

Mar 18Dec 18

Oct 19Aug 20Jun 21

Apr 22

Feb 23

Nov 23

Sep 24INDEX PERFORMANCE — NET RETURNS (%) (SEP 30, 2024)

FUNDAMENTALS (SEP 30, 2024)
ANNUALIZED1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr NovSince25, 2014MSCI Emerging Markets
Extended ESG Focus

7.29

8.57

24.90

18.64

1.19

5.84

na

MSCI Emerging Markets

6.93

7.34

25.95

19.73

2.58

6.18

na

Div Yld (%)

P/EP/E Fwd

P/BV

6.47

2.55

16.90

12.53

1.79

5.98

2.52

16.27

12.42

1.87

INDEX RISK AND RETURN CHARACTERISTICS (NOV 25, 2014 – SEP 30, 2024)
ANNUALIZED STD DEV (%) 2

MAXIMUM DRAWDOWN

Beta

Tracking
Error (%)

Turnover(%) 13 Yr

5 Yr

10 Yr(%)

Period YYYY-MM-DD

MSCI Emerging Markets
Extended ESG Focus1.01

1.28

30.14

14.90

15.00

na

36.03

2021-02-17—2022-10-25

MSCI Emerging Markets

1.00

0.00

5.58

14.61

14.68

na34.572021-02-17—2022-10-25

1Last 12 months

2

Based on monthly net returns data

MSCI Emerging Markets Extended ESG Focus Index (CAD) | msci.com

SEP 30, 2024

Index Factsheet

MSCI Emerging Markets Extended ESG Focus Index (CAD)INDEX CHARACTERISTICS
Number ofConstituents

MSCI Emerging
Markets Extended
ESG Focus

TOP 10 CONSTITUENTSMSCI Emerging
Markets

300

TAIWAN SEMICONDUCTOR MFG
TENCENT HOLDINGS LI (CN)SAMSUNG ELECTRONICS CO
ALIBABA GRP HLDG (HK)RELIANCE INDUSTRIESCHINA CONSTRUCTION BK HINFOSYSMEITUAN B
ICICI BANKFIRST FINANCIAL HLDG COTotal

1,277

Weight (%)

LargestSmallest
Average
Median

9.95
0.08
0.33
0.19

9.00
0.00
0.08
0.03

SECTOR WEIGHTSCountryIndex
Wt. (%)

TW
CN
KR
CN
IN
CN
IN
CN
IN
TW

9.95
4.23
2.96
2.41
1.62
1.44
1.33
1.28
1.27
1.26
27.76

ParentIndex
Wt. (%)

Sector

9.00
4.53
2.71
2.60
1.30
0.88
0.90
1.33
0.96
0.12
24.33

Info Tech
Comm Srvcs
Info Tech
Cons Discr
EnergyFinancials
Info Tech
Cons Discr
Financials
Financials

COUNTRY WEIGHTS

9.93%

4.97%

4.07%

10.3%

4.68%
15.41%

4.6%

19.52%
19.41%

3.83%
3.65%
2.36%
1.26%

22.67%

19.42%

27.28%

26.63%

Financials 26.63%

Information Technology 22.67%

Communication Services 9.93%
Consumer Staples 4.6%

Materials 4.97%

Energy 3.83%

Consumer Discretionary 15.41%
Industrials 4.68%

Health Care 3.65%

China 27.28%

Taiwan 19.42%

Brazil 4.07%

Other 19.52%

India 19.41%

South Korea 10.3%

Utilities 2.36%

Real Estate 1.26%* EM countries include: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Kuwait, Malaysia, Mexico, Peru, Philippines, Poland, Qatar,
Saudi Arabia, South Africa, Taiwan, Thailand, Turkey and United Arab Emirates.
The MSCI Emerging Markets Extended ESG Focus Index was launched on Mar 27, 2018. Data prior to the launch date is back-tested test (i.e. calculations of how the index might
have performed over that time period had the index existed). There are frequently material differences between back-tested performance and actual results. Past performance-- whether actual or back-tested -- is no indication or guarantee of future performance.

MSCI Emerging Markets Extended ESG Focus Index (CAD) | msci.com

SEP 30, 2024

Index Factsheet

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